Just some added commentary for a couple of the questions.
1. No one is playing with the market directly both because it is beta and because people aren't using retainers much yet. It does, however, give you the option to post an item directly from your own inventory instead when you get options.
4. Skills do not have levels in this game. There is nothing for you to practice on the character to level up the way FFXI made you level up magic skills and weapon skills and the like. You have your basic character stats (Strength, Dexterity, Mind, Intelligence, etc), elemental stats and so on. If you look up any character in Lodestone (and here's mine as a sample), the information you see on that character sheet is what you get in game as well (but in a different format). What you also do get every few levels is a bonus stat that you can place towards Str/Dex/Vit/Mnd/Int/Pie to help customize your character.